Having a problem with latest vers. of Para.

The problem I am having with the latest version of Parallels goes like this. I am at the Windows XP desktop under Parallels 5 for the Mac. Looking above there is a menu for Parallels. Under File I am supposed to be able to download the latest version of Google's Chrome operating system, correct? The error I get is the file directory users, lorenjr, documents, parallels definitely exists however, it says that directory is invalid please choose another one; which I have so far found no way to do. Could someone give me a heads up as to what I might be doing wrong or how to fix this? Thank you.